Journal
of Econometrics
February
2019
Green
Open Access
Volume 208, Issue
2
Pages 323-654
Testing for structural breaks in factor copula models
Hans Manner, Florian Stark, Dominik Wied
Pages 324-345
Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
Liquan Huang, Umair Khalil, Neşe Yõldõz
Pages 346-366
Residual bootstrap tests in linear models with many regressors
Patrick Richard
Pages 367-394
Factor GARCH-It™ models for high-frequency data with application to large volatility matrix prediction
Donggyu Kim, Jianqing Fan
Pages 395-417
Determination of vector error correction models in high dimensions
Chong Liang, Melanie Schienle
Pages 418-441
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Hiroyuki Kasahara, Katsumi Shimotsu
Pages 442-467
Testing treatment effect heterogeneity in regression discontinuity designs
Yu-Chin Hsu, Shu Shen
Pages 468-486
On the estimation of treatment effects with endogenous misreporting
Pierre Nguimkeu, Augustine Denteh, Rusty Tchernis
Pages 487-506
A multiple testing approach to the regularisation of large sample correlation matrices
Natalia Bailey, M. Hashem Pesaran, L. Vanessa Smith
Pages 507-534
Consistent estimation of time-varying loadings in high-dimensional factor models
Jakob Guldb¾k Mikkelsen, Eric Hillebrand, Giovanni Urga
Pages 535-562
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A computationally efficient fixed point approach to dynamic structural demand estimation
Yutec Sun, Masakazu Ishihara
Pages 563-584
GEL estimation and tests of spatial autoregressive models
Fei Jin, Lung-fei Lee
Pages 585-612
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Patrick Gagliardini, Christian GouriŽroux
Pages 613-637
Alternative tests for correct specification of conditional predictive densities
Barbara Rossi, Tatevik Sekhposyan
Pages 638-657321